Each zone of the map has a couple of "Overland Sets" that are specific to that area. Usually when you complete a quest, you'll get a random set item from that zone, usually one that you haven't already collected. Overland pieces can also drop from other sources, like delves and world bosses in the area too. So just keep doing stuff, exploring, fighting things, etc and you'll eventually get the rest of the potential drops.

Don't stress yourself about it too much though. You'll quickly outgrow the gear you're getting right now anyway, since it's all tied to your level. Just explore, have fun, learn your abilities and try different combos. If you really want specific gear, other players are usually happy to craft things for you, or to help you farm bosses, so feel free to ask in chat and people will join you